A Century of Evidence on Trend-Following Investing Fall 2014 – AQR – pic3

A Century of Evidence on Trend-Following Investing Fall 2014 - AQR - pic3

Total Returns of U.S. 60/40 Stock/Bond Portfolio and Time Series Momentum in the 10 Worst Drawdowns for 60/40 between 1880 and 2013

Jay Ng
jay.ng@podsfolio.com
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